Portfolio Optimization and Performance Analysis

Portfolio Optimization and Performance Analysis

Forfatter: Jean-Luc Prigent
Forlag: CRC Press
Udgave: 1
Udgivelsesdato: 2007
ISBN: 9780367848439

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In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, cont

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